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Risk Management (BUSA90315)
Graduate courseworkPoints: 12.5Not available in 2023
To learn more, visit 2023 Course and subject delivery.
Overview
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This subject addresses what risk management is, why companies engage in risk management, and the tools available to manage risk. As part of this, the subject provides an introduction to basic derivative securities such as forward and futures contracts, options, interest rate and currency swaps, and credit derivatives. We deal with the issue of pricing derivative securities by simple arbitrage arguments, and develop a framework for analyzing and using financial derivatives in various applications. While the study of derivative securities is inherently quantitative, the subject also focuses on economic intuitions and interpretations behind derivative securities.
Intended learning outcomes
On completion of this subject, students should be able to:
- Assess and measure the financial risk of commercial/industrial companies
- Price future contracts
- Price derivative contracts
- Price swap contracts
- Price credit derivatives
- Price executive stock options
- Use derivative securities to manage the financial risk of commercial/industrial companies
Last updated: 30 January 2024
Eligibility and requirements
Prerequisites
None
Corequisites
None
Non-allowed subjects
None
Inherent requirements (core participation requirements)
The University of Melbourne is committed to providing students with reasonable adjustments to assessment and participation under the Disability Standards for Education (2005), and the Assessment and Results Policy (MPF1326). Students are expected to meet the core participation requirements for their course. These can be viewed under Entry and Participation Requirements for the course outlines in the Handbook.
Further details on how to seek academic adjustments can be found on the Student Equity and Disability Support website: http://services.unimelb.edu.au/student-equity/home
Last updated: 30 January 2024
Assessment
Description | Timing | Percentage |
---|---|---|
Contribution to class learning | Throughout the teaching period | 10% |
Midterm test
| Middle of subject | 10% |
2 Syndicate assignments , staggered throughout subject
| Throughout the teaching period | 10% |
Syndicate assignment
| End of the teaching period | 15% |
End-of-semester examination
| During the examination period | 50% |
Last updated: 30 January 2024
Dates & times
Not available in 2023
Additional delivery details
This subject is only available to students admitted to MC-BA, MC-BAPT, or students with permission of the MBA course coordinator.
Last updated: 30 January 2024
Further information
- Texts
Prescribed texts
There are no specifically prescribed or recommended texts for this subject.
- Subject notes
This subject is only available to students admitted to MC-BA, MC-BAPT, or students with permission of the MBA course coordinator
- Related Handbook entries
This subject contributes to the following:
Type Name Course Master of Business Administration - Available to Study Abroad and/or Study Exchange Students
This subject is available to students studying at the University from eligible overseas institutions on exchange and study abroad. Students are required to satisfy any listed requirements, such as pre- and co-requisites, for enrolment in the subject.
Last updated: 30 January 2024